CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 06-Dec-2022
Day Change Summary
Previous Current
05-Dec-2022 06-Dec-2022 Change Change % Previous Week
Open 0.7438 0.7372 -0.0066 -0.9% 0.7474
High 0.7482 0.7376 -0.0106 -1.4% 0.7479
Low 0.7362 0.7324 -0.0038 -0.5% 0.7342
Close 0.7368 0.7330 -0.0039 -0.5% 0.7442
Range 0.0120 0.0052 -0.0068 -56.7% 0.0138
ATR 0.0070 0.0069 -0.0001 -1.8% 0.0000
Volume 2,329 2,186 -143 -6.1% 8,038
Daily Pivots for day following 06-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7499 0.7466 0.7358
R3 0.7447 0.7414 0.7344
R2 0.7395 0.7395 0.7339
R1 0.7362 0.7362 0.7334 0.7353
PP 0.7343 0.7343 0.7343 0.7338
S1 0.7310 0.7310 0.7325 0.7301
S2 0.7291 0.7291 0.7320
S3 0.7239 0.7258 0.7315
S4 0.7187 0.7206 0.7301
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7833 0.7775 0.7517
R3 0.7696 0.7637 0.7479
R2 0.7558 0.7558 0.7467
R1 0.7500 0.7500 0.7454 0.7460
PP 0.7421 0.7421 0.7421 0.7401
S1 0.7362 0.7362 0.7429 0.7323
S2 0.7283 0.7283 0.7416
S3 0.7146 0.7225 0.7404
S4 0.7008 0.7087 0.7366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7482 0.7324 0.0158 2.2% 0.0072 1.0% 3% False True 1,911
10 0.7522 0.7324 0.0198 2.7% 0.0068 0.9% 3% False True 1,437
20 0.7571 0.7324 0.0247 3.4% 0.0066 0.9% 2% False True 845
40 0.7571 0.7170 0.0401 5.5% 0.0068 0.9% 40% False False 532
60 0.7712 0.7170 0.0542 7.4% 0.0065 0.9% 29% False False 452
80 0.7784 0.7170 0.0614 8.4% 0.0057 0.8% 26% False False 360
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7597
2.618 0.7512
1.618 0.7460
1.000 0.7428
0.618 0.7408
HIGH 0.7376
0.618 0.7356
0.500 0.7350
0.382 0.7344
LOW 0.7324
0.618 0.7292
1.000 0.7272
1.618 0.7240
2.618 0.7188
4.250 0.7103
Fisher Pivots for day following 06-Dec-2022
Pivot 1 day 3 day
R1 0.7350 0.7403
PP 0.7343 0.7379
S1 0.7336 0.7354

These figures are updated between 7pm and 10pm EST after a trading day.

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